Soc. Generale Put 0.96 USDCHF 20.09.2024
/ DE000SW8QAQ6
Soc. Generale Put 0.96 USDCHF 20..../ DE000SW8QAQ6 /
| 16/08/2024 11:40:58 |
Chg.-0.310 |
Bid21:59:52 |
Ask21:59:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.960EUR |
-3.02% |
10.150
Bid Size: 7,000 |
10.170
Ask Size: 7,000 |
CROSSRATE USD/CHF |
0.96 CHF |
20/09/2024 |
Put |
Master data
| WKN: |
SW8QAQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CROSSRATE USD/CHF |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.96 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
08/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-9.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.79 |
| Intrinsic value: |
9.13 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.07 |
| Parity: |
9.13 |
| Time value: |
0.43 |
| Break-even: |
0.91 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.21% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-7.86 |
| Rho: |
0.00 |
Quote data
| Open: |
9.960 |
| High: |
9.960 |
| Low: |
9.960 |
| Previous Close: |
10.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.21% |
| 1 Month |
|
|
+31.75% |
| 3 Months |
|
|
+43.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.620 |
10.270 |
| 1M High / 1M Low: |
12.340 |
7.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
